Approximation of discrete measures by finite point sets
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Publication:6169852
DOI10.2478/UDT-2023-0003arXiv2202.01501MaRDI QIDQ6169852FDOQ6169852
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Publication date: 15 August 2023
Published in: Uniform distribution theory (Search for Journal in Brave)
Abstract: For a probability measure on without discrete component, the best possible order of approximation by a finite point set in terms of the star-discrepancy is as has been proven relatively recently. However, if contains a discrete component no non-trivial lower bound holds in general because it is straightforward to construct examples without any approximation error in this case. This might explain, why the approximation of discrete measures on by finite point sets has so far not been completely covered in the existing literature. In this note, we close this gap by giving a complete description of the discrete case. Most importantly, we prove that for any discrete measure the best possible order of approximation is for infinitely many bounded from below by for some constant which depends on the measure. This implies, that for a finitely supported discrete measure on the known possible order of approximation is indeed the optimal one.
Full work available at URL: https://arxiv.org/abs/2202.01501
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